+65.5%
VZ vs MS
+616.2%
-550.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +2.1% | -1.6% | +3.7% | +2.3% |
| 30D | +1.4% | -3.8% | +5.2% | +1.8% |
| 3M | -1.3% | -14.6% | +13.3% | +0.9% |
| 6M | -0.5% | -5.1% | +4.5% | -0.3% |
| YTD | +19.6% | +4.5% | +15.1% | +17.6% |
| 1Y | +22.4% | +13.5% | +8.8% | +18.5% |
| 3Y | +55.9% | +160.4% | -104.5% | +27.0% |
| 5Y | +20.4% | +112.9% | -92.5% | +0.7% |
| All | +65.5% | +616.2% | -550.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling